Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models (Q3391261)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models |
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Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models (English)
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28 March 2022
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alpha-stable distribution
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asymptotic sufficiency
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Bayesian consistency
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likelihood-free method
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stochastic volatility model
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unscented Kalman filter
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